Optimal reinsurance based on dependent risk model (Q5210200)
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scientific article; zbMATH DE number 7156595
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| default for all languages | No label defined |
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| English | Optimal reinsurance based on dependent risk model |
scientific article; zbMATH DE number 7156595 |
Statements
22 January 2020
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dependent risk model
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surplus process
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HJB equation
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reinsurance
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0.903955340385437
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0.8933770656585693
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0.8885195851325989
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0.8862729072570801
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0.8840398192405701
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